LAN property for an ergodic diffusion with jumps (Q5280372)
From MaRDI portal
scientific article; zbMATH DE number 6750741
Language | Label | Description | Also known as |
---|---|---|---|
English | LAN property for an ergodic diffusion with jumps |
scientific article; zbMATH DE number 6750741 |
Statements
LAN property for an ergodic diffusion with jumps (English)
0 references
20 July 2017
0 references
jump-diffusion process
0 references
local asymptotic normality
0 references
asymptotic efficiency
0 references
Malliavin calculus
0 references
Brownian motion
0 references
Poisson random measure
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references